Are hedge funds active market liquidity timers?
Chenlu Li, Baibing Li, Kai-Hong Tee
| Year of publication: |
2020
|
|---|---|
| Authors: | Li, Chenlu ; Li, Baibing ; Tee, Kaihong |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 67.2020, p. 1-12
|
| Subject: | Foreign exchange market | Hedge fund | Liquidity | Markov regime switching | Timing behaviour | Hedgefonds | Devisenmarkt | Markov-Kette | Markov chain | Liquidität | Anlageverhalten | Behavioural finance | Schätzung | Estimation | Hedging | Portfolio-Management | Portfolio selection | Marktliquidität | Market liquidity |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2019.101415 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012299122